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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,738 papers · 148 categories

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326597129 · Jun 202019922001200920172026
48 results for Concept Concentration

COCA refactors training data to identify and erase unsafe concepts in LLMs.

problem Identifying and erasing unsafe concepts in Large Language Models (LLMs) for safety alignment.
method Concept Concentration (COCA) refactors training data with an explicit reasoning process to identify and erase unsafe concepts.
result COCA significantly reduces both in-distribution and out-of-distribution jailbreak success rates while maintaining strong performance on regular tasks.

New concept of partial comonotonicity connects riskmetrics and dependence.

problem Understanding and quantifying risk metrics under partial comonotonicity.
method Developed a new notion of partial comonotonicity and established its connection to distortion riskmetrics.
result Partial comonotonicity uniquely characterizes a class of distortion riskmetrics through additivity.

Market impact is reduced when orders are filled with concentrated counterparts.

problem Market impact increases with a large number of trading counterparts.
method Analyzed London Stock Exchange data to show concentrated trading impacts market price.
result Concentrated trading reduces market impact when matched with similarly concentrated counterparts.

Uniform TD(0) bound derived for function approximation with Markov noise.

problem Uniform concentration bound for TD(0) with function approximation.
method Contractive stochastic approximation, martingale and Markov noises, Poisson equation, relaxed concentration inequalities.
result Uniform all-time concentration bound for TD(0) with linear function approximation.

Unified learning bound for covariate and concept shifts.

problem Generalization under distribution shift in machine learning.
method Support-agnostic definitions of covariate and concept shifts using entropic optimal transport, leading to a unified error bound applicable to various loss functions and label spaces.
result Development of estimators for shifts with concentration guarantees and the DataShifts algorithm for quantifying and estimating the error bound.

Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.

problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.

This monograph aims at providing an introduction to key concepts, algorithms, and theoretical results in machine learning. The treatment concentrates on probabilistic models for supervised and unsupervised learning problems. It introduces fundamental concepts and algorithms by building on first principles, while also e…

2017-09-08abs ↗pdf ↗

Developed a new risk measure, CRI, for evaluating concentrated portfolios.

problem Current risk assessment methods fail to adequately evaluate concentrated portfolios.
method Modified Herfindahl-Hirschman index to create CRI.
result CRI provides a single numeric score for evaluating portfolio risks.

We study in this work the existence of minimizing solutions to the critical-power type equation gu+h.u=f.un+2n2\triangle_{\textbf{g}}u+h.u=f .u^{\frac{n+2}{n-2}} on a compact riemannian manifold in the limit case normally not solved by variational methods. For this purpose, we use a concept of "critical function" that was original…

2010-10-02abs ↗pdf ↗

We study in this work the existence of minimizing solutions to the critical-power type equation gu+h.u=f.un+2n2\triangle_{\textbf{g}}u+h.u = f.u^{\frac{n+2}{n-2}} on a compact riemannian manifold in the limit case normally not solved by variational methods. For this purpose, we use a concept of "critical function" that was original…

2010-10-01abs ↗pdf ↗

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In general, in order to solve PDEs that represent real systems to an acceptable degr…

2019-08-27abs ↗pdf ↗

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the celebrated Random Fourier Feature methodology to get an approximation of operator-…

2016-05-09abs ↗pdf ↗

Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.

problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

In this book, I introduce the concepts of online learning through a modern view based on convex optimization. Here, online learning refers to the framework of regret minimization under worst-case assumptions. I attempted to unify all the literature as instantiations of Online Mirror Descent and Follow-the-Regularized-L…

2019-12-31abs ↗pdf ↗

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for L1L^1-norms must also, in a measure theoretical sense, have extreme concentration near a geodesic.

2015-10-26abs ↗pdf ↗

The paper argues that attracting more economists and adopting a more-precise definition of dynamic complexity might help econophysics acquire more attention in the economics community and bring new lymph to economic research. It may be necessary to concentrate less on the applications than on the basics of economic com…

2019-11-08abs ↗pdf ↗

Paper tackles offline CMDP problems with near-optimal algorithm and sample complexity bound.

problem Offline CMDP problems with only offline data available.
method DPDL algorithm using single-policy concentrability coefficient CC^* and deviation control mechanism.
result DPDL algorithm matches sample complexity lower bound with ildeO((1γ)1) ilde{\mathcal{O}}((1-γ)^{-1}) factor.

Study on volume of tubes and concentration in Riemannian geometry.

problem Understanding concentration loci in Riemannian manifolds and their relation to tube volumes.
method Provided a general formula for tube volumes, specialized to totally geodesic submanifolds, and investigated concentration loci.
result Explicitly proved concentration for codimension one cases and explored characterizations in Wasserstein and Box distances.

Polluting fine dusts in South Korea which are mainly consisted of biomass burning and fugitive dust blown from dust belt is significant problem these days. Predicting concentrations of fine dust particles in Seoul is challenging because they are product of complicate chemical reactions among gaseous pollutants and also…

2019-01-29abs ↗pdf ↗

This study assesses risk concentration in MDB portfolios using Monte Carlo simulations.

problem Risk concentration in MDB portfolios of a few borrowers.
method Realistic MDB portfolio simulations and Monte Carlo analysis.
result Current risk adjustments may be overly conservative.

A limit point p of a discrete group of Mobius transformations acting on S^n is called a concentration point if for any sufficiently small connected open neighborhood U of p, the set of translates of U contains a local basis for the topology of S^n at p. For the case of Fuchsian groups (n = 1), every concentration point…

1998-06-23abs ↗pdf ↗

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

Sharp concentration results for sums of heavy-tailed random variables.

problem Analyzing sums of independent heavy-tailed random variables.
method Using concentration inequalities and large deviation principles for distributions satisfying specific tail bounds.
result Sharp concentration inequalities and large deviation results for sums of heavy-tailed random variables.

The paper reviews and improves concentration inequalities for statistical inference.

problem Analyzing statistical inference in various settings with high-dimensional data.
method Review and improvement of concentration inequalities for different types of random variables and statistical measures.
result Fresh new results and improved bounds with sharper constants.

Study analyzes impact of concentrated liquidity on trading fees and provider returns.

problem Impact of concentrated liquidity on trading fees and provider returns.
method Comparison of average liquidity provider returns before and after concentrated liquidity introduction; quantification of fundamental strategies performance.
result Concentrated liquidity strategies outperform in certain trading pairs and market conditions.

In this paper, we study the Lévy-Milman concentration phenomenon of 1-Lipschitz maps into infinite dimensional metric spaces. Our main theorem asserts that the concentration to an infinite dimensional p\ell^p-ball with the q\ell^q-distance function for 1p<q+1\leq p<q\leq +\infty is equivalent to the concentration to the…

2008-08-24abs ↗pdf ↗

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the creation of the network, several interbank networks are built, in which …

2014-10-09abs ↗pdf ↗

We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration inequality, proved using the same method. Together these constitute a finite-time versi…

2014-05-12abs ↗pdf ↗

New concentration inequalities for tensors with heavy-tailed coefficients.

problem Developing bounds for Euclidean functions of tensors with sub-Weibull distributions.
method Extending concentration inequalities to sub-Weibull random tensors, using new inequalities for heavy-tailed random variables and martingale analysis.
result Established a phase transition between sub-gaussian and heavy-tailed regimes for Euclidean functions of tensors.

Proves new concentration inequalities for sub-gaussian and sub-exponential variables.

problem Understanding functions of independent random variables better.
method Sub-gaussian and sub-exponential conditions, Rademacher complexities, Lipschitz function classes.
result Extension of Rademacher complexities to unbounded sub-exponential distributions.